5 Partial Differential Equations

5.1 First Order PDE

Let
z = z(x, y) (37)
be any surface which also may be written as

F (x, y, z) = z(x, y) − z = 0 (38)

The vector
N = zx i + zy j − k (39)
is normal to the surface (38). Let V be a vector given by

V = ai + bj + gk (40)

which is orthogonal to N, then we have

V.N = azx + bzy − g = 0 (41)

That is, V is tangent to the surface (also called as integral surface) (38) and lies in the
tangent plane at every point of the surface. Therefore, geometrically, the first order
partial differential equation (41) is the condition for any integral surface through a
given point be tangent to the vector V.

Hence, if we start at any point (say at the initial condition) and move in the direction
of V then we move along a curve lying entirely on the integral surface F (x, y, z) = 0.
The curve is called a characteristic and the integral surface can be described in terms
of these characteristic curves. Further, the first order PDE (41) is known as the La-
grange’s form.

To find the solution of the first order PDE (41), consider the parametric form of
the characteristic curve given by

P(t) = x(t)i + y(t)j + z(t)k (42)

Then differentiation of (42) with respect to t gives the tangent vector to the charac-
teristic which must belong to the tangent plane of the integral surface and it must be
proportional to V. Therefore, we have

dx/dt dy/dt dz/dt

= =
a b g
The same is also can be written as
dx dy dz
= = (43)
a b g

Equation (43) gives two ODE (one for characteristic and another for solution along
the characteristic) which can be solved to find the solution of the first order PDE
(41).

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 Solve the following initial value problems (known as Cauchy problems)
√
∂z
1. ∂x − ∂y
∂z
+ 2z = 0, z(x, 0) = x
√
∂z
Solution : The equation can be rewritten as ∂x ∂z
+ ∂y = − 2z Therefore, the
auxiliary equation is
dx dy dz
= = √
1 −1 − 2z
First, consider dx
1
dy
= −1 ⇒ x = −y + c1 ⇒ c1 = x + y
dx dz
Similarly, if we consider 1 = −√ 2z
,
√ √ √
it gives ln|z| = − 2x + c2 ⇒ z = c3 e− 2x ⇒ c3 = ze 2x

(The meaning of the√above statements is, along the characteristic x+y = c , the
√ 1
solution is z = c3 e− 2x or the solution can also be written as φ(x+ y, ze 2x ) = 0
where φ is an arbitrary function)

One can eliminate the constants c1 and c3 or the arbitrary functionφ by us-
ing the given initial condition in the following way:
√ √
2x 2c1
Given z(x, 0) = x ⇒ c1 = x and c3 = xe = c1 e ⇒
√ √ √
2x 2(x+y) 2y
ze = (x + y)e ⇒ z = (x + y)e
At y = 0, the above solution gives back
z=x
and √ √ √ √ √
2y 2y
zx − zy = e −e − (y + x) 2e 2y = − 2z
√
That is, z = (x + y)e 2y , satisfies the given PDE and also the initial condition,
therefore, it is the solution of the given problem.
√
∂z
2. ∂x − ∂y
∂z
+ 2z = 0, z(x, 0) = x + ex
√
Solution : The equation can be rewritten as ∂x ∂z ∂z
+ ∂y = − 2z Therefore, the
auxiliary equation is
dx dy dz
= = √
1 −1 − 2z
dx
= dy
⇒ x = −y + c1 ⇒ c1 = x + y
1 −1 √ √ √
dx
1
= dz
√
− 2z
⇒ ln|z| = − 2x + c2 ⇒ z = c3 e− 2x ⇒ c3 = ze 2x
√ √
Given z(x, 0) = x + ex ⇒ c1 = x and c3 = (x + ex )e 2x = (c1 + ec1 )e 2c1 ⇒
√   √   √
ze 2x = (x + y) + e(x+y) e 2(x+y) ⇒ z = (x + y) + e(x+y) e 2y
At y = 0, the above solution gives back
z = x + ex
and
√
2y
√   √ √2y √
zx − zy = e (1 + e(x+y) ) − e 2y (1 + e(x+y) ) − (x + y) + e(x+y) 2e = − 2z
  √
That is, z = (x + y) + e(x+y) e 2y , satisfies the given PDE and also the initial
condition, therefore, it is the solution of the given problem.

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 ∂z
3. 3 ∂x − 4 ∂y
∂z
= 7 − 2z, z(x, 0) = ex
Solution : The auxiliary equation is
dx dy dz
= =
3 −4 7 − 2z
dx
= dy
⇒ 4x = −3y + c1 ⇒ c1 = 4x + 3y
3 −4  2x

2x 1
dx
3
= dz
7−2z
⇒ ln|7 − 2z| = c2 − 3
⇒ z = 2
7 − c3 e− 3
2x
c3 = (7 − 2z)e 3

Given z(x, 0) = ex
2x 4x 4x c1 c1
⇒ c1 = 4x and c3 = (7 − 2z)e 3 = (7 − 2e 4 )e 6 = (7 − 2e 4 )e 6
2x 4x+3y 4x+3y 1 y
 4x+3y

(7 − 2z)e = (7 − 2e
3 4 )e 6 ⇒ z= 7 − e 7 − 2e
2 4
2
At y = 0, the above solution gives back z = ex and
y 4x+3y 7 y 5 y 4x+3y
3zx − 4zy = e 2 e 4 − e 2 + e 2 e 4 = 7 − 2z
4 4
 y
 4x+3y

That is, z = 12 7 − e 2 7 − 2e 4 , satisfies the given PDE and also the ini-
tial condition, therefore, it is the solution of the given problem.

Optional Problems

∂z ∂z
4. ∂x
+ ∂y = z, z(y, y) = ey
Solution : The auxiliary equation is
dx dy dz
= =
1 1 z
dx
1
= dy
1
⇒ x = y + c1 ⇒ c1 = x − y
dx
1
= dz
z
⇒ ln|z| = x − c2 ⇒ z = ex−c2 = c3 ex ⇒ c3 = ze−x

Given z(y, y) = ey ⇒ c1 = 0 and c3 = ey e−y = 1. In this case, the

initial condition is given along one of the characteristic. In such cases, the ini-
tial condition can’t be given arbitrary and the solution to the problem exists
only if it is compatible with the solution of the differential equation. If we
use c3 = 1, since the initial condition and the solution z = ex are compatible,
therefore the solution exits and is equal to the ex for the given initial value
problem.
∂z ∂z
5. ∂x
+ ∂y = 1, z(y, y) = ey
Solution : The auxiliary equation is
dx dy dz
= =
1 1 1
dx
1
= dy
1
⇒ x = y + c1 ⇒ c1 = x − y
dx
1
= dz
1
⇒ x = z + c2 ⇒ z = x − c2 & c2 = x − z

Given z(y, y) = ey ⇒ c1 = 0 and c2 = y − ey ⇒ z = x − y + ey .

The obtained z satisfies the initial condition but not he given differential equa-
tion, therefore solution doesn’t exists for the given initial value problem.

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 ∂z ∂z
6. ∂x
+ ∂y = 1, z(y, y) = y + 7
Solution : The auxiliary equation is
dx dy dz
= =
1 1 1
dx
1
= dy
1
⇒ x = y + c1 ⇒ c1 = x − y
dx
1
= dz
1
⇒ x = z + c2 ⇒ z = x − c2 & c2 = x − z

Given z(y, y) = y + 7 ⇒ c1 = 0 and c2 = −7 ⇒ z = x + 7.

The obtained z satisfies the initial condition and the given differential equation,
therefore z = x + 7 is a solution for the given initial value problem. Simi-
larly, z = y + 7 is also a solution can be obtained by starting with dy 1
= dz1
.
k1 (x+7)+k2 (y+7)
Therefore, z = k1 +k2
, k1 , k2 ∈ R satisfies the given initial value problem
hence it has infinitely many solutions.

7. ∂z
∂x
+ ∂z
∂y
= 2 − z, z(x, 0) = sin(x)

8. ∂z
∂x
− ∂z
∂y
= y − z, z(x, 0) = x2
∂z
9. x ∂x + ∂z
∂y
= 1, z(1, y) = e−y
∂z
10. x ∂x ∂z
+ y ∂y = z, z(1, y) = y 2
∂z
11. x ∂x + y −1 ∂y
∂z
= 1, z(x, 0) = 5 − x
1 ∂z
12. ∂z
∂x
+ 2y ∂y
= 2, z(x, 0) = sin x − 2

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